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Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations
Authors:Liu  Qiang  Tong  Xin T
Institution:1.Department of Mathematics, National University of Singapore, Singapore, Singapore
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Abstract:Statistics and Computing - Inverse problem is ubiquitous in science and engineering, and Bayesian methodologies are often used to infer the underlying parameters. For high-dimensional...
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